Reinforcement learning (Chapter 21)
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1 Reinforcement learning (Chapter 21)
2 Reinforcement learning Regular MDP Given: Transition model P(s s, a) Reward function R(s) Find: Policy π(s) Reinforcement learning Transition model and reward function initially unknown Still need to find the right policy Learn by doing
3 Offline (MDPs) vs. Online (RL) Offline Solu+on Online Learning Source: Berkeley CS188
4 Reinforcement learning: In each time step: Basic scheme Take some action Observe the outcome of the action: successor state and reward Update some internal representation of the environment and policy If you reach a terminal state, just start over (each pass through the environment is called a trial) Why is this called reinforcement learning?
5 Applications of reinforcement Backgammon learning
6 Applications of reinforcement AlphaGo learning
7 Applications of reinforcement learning Learning a fast gait for Aibos Initial gait Learned gait Policy Gradient Reinforcement Learning for Fast Quadrupedal Locomotion Nate Kohl and Peter Stone. IEEE International Conference on Robotics and Automation, 2004.
8 Applications of reinforcement learning Stanford autonomous helicopter Pieter Abbeel et al.
9 Applications of reinforcement learning Playing Atari with deep reinforcement learning Video V. Mnih et al., Nature, February 2015
10 Applications of reinforcement learning End-to-end training of deep visuomotor policies Video Sergey Levine et al., Berkeley
11 Applications of reinforcement Object detection learning Video J. Caicedo and S. Lazebnik, Active Object Localization with Deep Reinforcement Learning, ICCV 2015
12 OpenAI Gym
13 Reinforcement learning Model-based strategies Learn the model of the MDP (transition probabilities and rewards) and try to solve the MDP concurrently Model-free Learn how to act without explicitly learning the transition probabilities P(s s, a) Q-learning: learn an action-utility function Q(s,a) that tells us the value of doing action a in state s
14 Model-based reinforcement learning Learning the model: Keep track of how many times state s follows state s when you take action a and update the transition probability P(s s, a) according to the relative frequencies Keep track of the rewards R(s) Learning how to act: Estimate the utilities U(s) using Bellman s equations Choose the action that maximizes expected future utility: * π ( s) = argmax a A( s) s' P( s' s, a) U( s') Is there any problem with this greedy approach?
15 Exploration vs. exploitation Source: Berkeley CS188
16 Exploration vs. exploitation Exploration: take a new action with unknown consequences Pros: Get a more accurate model of the environment Discover higher-reward states than the ones found so far Cons: When you re exploring, you re not maximizing your utility Something bad might happen Exploitation: go with the best strategy found so far Pros: Maximize reward as reflected in the current utility estimates Avoid bad stuff Cons: Might also prevent you from discovering the true optimal strategy
17 Exploration strategies Idea: explore more in the beginning, become more and more greedy over time ε-greedy: with probability 1 ε, follow the greedy policy, with probability ε, take random action Possibly decrease ε over time More complex exploration functions to bias towards less visited state-action pairs E.g., keep track of how many times each state-action pair has been seen, return over-optimistic utility estimate if a given pair has not been seen enough times
18 Model-free reinforcement learning Idea: learn how to act without explicitly learning the transition probabilities P(s s, a) Q-learning: learn an action-utility function Q(s,a) that tells us the value of doing action a in state s
19 Model-free reinforcement learning Idea: learn how to act without explicitly learning the transition probabilities P(s s, a) Q-learning: learn an action-utility function Q(s,a) that tells us the value of doing action a in state s Relationship between Q-values and utilities: With Q-values, you don t need the transition model to select the next action: Compare with: U( s) = max Q( s, a) * π ( s) = * π ( s) a arg max = a arg max Q( s, a) a s' P( s' s, a) U ( s')
20 Model-free reinforcement learning Q-learning: learn an action-utility function Q(s,a) that tells us the value of doing action a in state s Bellman equation for Q values: Compare to Bellman equation for utilities: ), ( max ) ( a s Q s U a = + = ' ' ) ' ', ( )max, ' ( ) ( ), ( s a a Q s a s s P s R a s Q γ + = ' ) ( ') ( ), ' ( max ) ( ) ( s s A a s U a s s P s R s U γ
21 Model-free reinforcement learning Q-learning: learn an action-utility function Q(s,a) that tells us the value of doing action a in state s U( s) = max Q( s, a) Bellman equation for Q values: Q( s, a) = R( s) + γ s' Problem: we don t know (and don t want to learn) P(s s, a) Solution: build up estimates of Q(s,a) over time by making small updates based on observed transitions a P( s' s, a)max a' Q( s', a' )
22 TD learning Motivation: the mean of a sequence x 1, x 2, can be computed incrementally: µ k = 1 k # k x i = 1 k 1 % i=1 k x + k $ i=1 = 1 ( k x k + (k 1)µ ) k 1 = µ k ( k x k µ ) k 1 By analogy, temporal difference (TD) updates to Q(s,a) have the form Q(s, a) Q(s, a)+α ( Q target (s, a) Q(s, a) ) x i & ( ' Source: D. Silver
23 TD learning TD update: Q(s, a) Q(s, a)+α ( Q target (s, a) Q(s, a) ) Suppose we have observed the transition (s,a,s ) Q target (s, a) = R(s)+γ max a' Q(s', a') The target is the return if (s,a,s ) was the only possible transition: Q( s, a) = R( s) + γ s' P( s' s, a)max a' Q( s', a' )
24 TD learning TD update: Q(s, a) Q(s, a)+α ( Q target (s, a) Q(s, a) ) Suppose we have observed the transition (s,a,s ) Q target (s, a) = R(s)+γ max a' Q(s', a') Full update equation: Q(s, a) Q(s, a)+α R(s)+γ max a' Q(s', a') Q(s, a) ( ) Updating a guess towards a guess
25 TD algorithm outline At each time step t From current state s, select an action a given exploration policy Get the successor state s Perform the TD update: ( R( s) + γ max Q( s', a') Q( s, )) Q( s, a) Q( s, a) + α a' a Learning rate Should start at 1 and decay as O(1/t) e.g., α(t) = c/(c t)
26 Exploration policies Standard ( greedy ) selection of optimal action: a = argmax a' Q(s, a') Epsilon-greedy: with probability ε, take random action Policy recommended by textbook: a = argmax a' A(s) ( ) f Q(s, a'), N(s, a') exploration function Number of times we ve taken action a in state s f ( u, n) = + R if n < Ne u otherwise (optimistic reward estimate)
27 SARSA In TD Q-learning, we re learning about the optimal policy while following the exploration policy ( R( s) + γ max Q( s', a') Q( s, )) Q( s, a) Q( s, a) + α a' a
28 SARSA In TD Q-learning, we re learning about the optimal policy while following the exploration policy Alternative (SARSA): also select action a according to exploration policy Q(s, a) Q(s, a)+α R(s)+γQ(s', a') Q(s, a) ( ) SARSA vs. Q-learning example
29 TD Q-learning demos Andrej Karpathy s demo Older Java-based demo
30 Function approximation So far, we ve assumed a lookup table representation for utility function U(s) or action-utility function Q(s,a) But what if the state space is really large or continuous? Alternative idea: approximate the utility function, e.g., as a weighted linear combination of features: U( s) = w1 f1( s) + w2 f2( s) + wn fn( s) RL algorithms can be modified to estimate these weights More generally, functions can be nonlinear (e.g., neural networks) Recall: features for designing evaluation functions in games Benefits: Can handle very large state spaces (games), continuous state spaces (robot control) Can generalize to previously unseen states
31 Other techniques Policy search: instead of getting the Q- values right, you simply need to get their ordering right Write down the policy as a function of some parameters and adjust the parameters to improve the expected reward Learning from imitation: instead of an explicit reward function, you have expert demonstrations of the task to learn from
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